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Trade: YFI/USDT/360/SUPERTREND/MIDPRICE/2401

Strategy
YFI/USDT/360/SUPERTREND/MIDPRICE/2401
Pair
YFI_USDT
Interval
6h
Score
368756
Daily Profit
0.284279
Profit Factor
1.622280
Profitability
43.604651
Streak
0.000000
Best Strategy
Training Data Length
1875.250000
Evaluation Time
2025-09-28 16:51
Expiration Time
2025-11-23 20:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 533094.6365 381701.5417 151393.0948 891717.3869 494490.4438 397226.9431
Total P&L (%) 533.0946 381.7015 151.3931 891.7174 494.4904 397.2269
Avg Daily Profit (%) 0.2843 0.2035 0.0807 0.1224 0.0951 0.0856
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109847 -74431 -80203 -547883 -350240 -384011
Profit Factor 1.6223 1.8903 1.3538 1.245 1.263 1.2257
Total Trades 172 86 86 172 86 86
Winning Trades 75 31 44 75 31 44
Losing Trades 97 55 42 97 55 42
Profitability (%) 43.6047 36.0465 51.1628 43.6047 36.0465 51.1628
Ratio Avg Win / Avg Loss 2.0981 3.3538 1.2922 1.6102 2.2409 1.17
Largest Winning Trade 87593 87593 68309 332857 332857 328928
Largest Losing Trade -59449 -25669 -59449 -301536 -123736 -301536
Avg Bars in Trades 43 34 51 43 34 51
Avg Bars in Winners 58 47 65 58 47 65
Avg Bars in Losers 31 26 37 31 26 37
Bars Traded 7407 2949 4458 7407 2949 4458
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368756 197619 -84924 -29890 -70786 -79263
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 1875.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597838400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759067478202,
    "expiration_time": 1763921448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 19,
            "offset": 156,
            "multiplier": 3.43121
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 37,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            533094.6364844944,
            381701.541721997,
            151393.0947624977,
            891717.3868816005,
            494490.443787629,
            397226.9430939716
        ],
        [
            533.094636,
            381.701542,
            151.393095,
            891.717387,
            494.490444,
            397.226943
        ],
        [
            0.284279,
            0.203547,
            0.080732,
            0.12242,
            0.095101,
            0.085565
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109847,
            -74431,
            -80203,
            -547883,
            -350240,
            -384011
        ],
        [
            1.62228,
            1.890296,
            1.353768,
            1.244969,
            1.263045,
            1.225665
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            75,
            31,
            44,
            75,
            31,
            44
        ],
        [
            97,
            55,
            42,
            97,
            55,
            42
        ],
        [
            43.604651,
            36.046512,
            51.162791,
            43.604651,
            36.046512,
            51.162791
        ],
        [
            2.098148,
            3.353752,
            1.292233,
            1.61016,
            2.240886,
            1.169953
        ],
        [
            87593,
            87593,
            68309,
            332857,
            332857,
            328928
        ],
        [
            -59449,
            -25669,
            -59449,
            -301536,
            -123736,
            -301536
        ],
        [
            43,
            34,
            51,
            43,
            34,
            51
        ],
        [
            58,
            47,
            65,
            58,
            47,
            65
        ],
        [
            31,
            26,
            37,
            31,
            26,
            37
        ],
        [
            7407,
            2949,
            4458,
            7407,
            2949,
            4458
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368756,
            197619,
            -84924,
            -29890,
            -70786,
            -79263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 1875.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597838400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759067478202,
    "expiration_time": 1763921448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 19,
            "offset": 156,
            "multiplier": 3.43121
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 37,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)